-11.4%
TLN vs IRE
-97.2%
+85.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +39.6% | -32.5% | +2.7% |
| 7D | -1.3% | -27.2% | +25.9% | +0.4% |
| 30D | -10.5% | -75.1% | +64.6% | +0.4% |
| 3M | +0.1% | -77.9% | +78.0% | +11.9% |
| 6M | -17.4% | -94.6% | +77.2% | -0.2% |
| YTD | -9.7% | -91.5% | +81.9% | -3.0% |
| 1Y | -12.3% | -97.8% | +85.6% | +8.0% |
| All | -11.4% | -97.2% | +85.9% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling